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Dynamic Zone Stoch RSI
February 17, 2017, 10:13 AM
Indicators
2 Comments
This indicator make stochastic calculation of a RSI indicator over the last X periods (RSI and stochastic periods can be modified in the first line of code).
By adding Bollinger bands of 2 standard deviations of the “Stoch RSI” curve, dynamic zones of overbought and oversold areas are displayed.
This code has been translated from LUA programming language, original indicator from fxcodebase.
//PRC_Dynamic Zone StochRSI | indicator
//17.02.2017
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
//converted from LUA (TS2) version
// --- parameters
N=14 //Number of periods for RSI
K=14 //%K Stochastic Periods
KS=5 //%K Slowing Periods
D=3 //%D Slowing Stochastic Periods
//Bollinger Band Calculation
Period=20
Dev=2.0 //Number of standard deviations
// --- end of parameters
rrsi = rsi[N]
maxrsi = highest[K-1](rrsi)
minrsi = lowest[K-1](rrsi)
if maxrsi=minrsi then
ski = 100
else
ski = (rrsi-minrsi)/(maxrsi-minrsi)*100
endif
SK = average[KS](ski)
SD = average[D](SK)
BB = average[Period](SK)
BBup = BB+std[Period](sk)*dev
BBdn = BB-std[Period](sk)*dev
RETURN BB coloured(0,200,0) style(line,2) as "Bollinger central", BBup coloured(200,0,0) style(line,2) as "Bollinger Up", BBdn coloured(200,0,0) style(line,2) as "Bollinger Down", SD coloured(0,140,255) style(line,2) as "SD", SK coloured(100,100,100) style(dottedline,1) as "SK"
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Filename:
PRC_Dynamic-Zone-StochRSI.itf
Downloads:
232
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bonjour a tous
quelqu un pourait il recodé en prt il sagit du dynamique zone ma, je n arrive pas a joindre le gif qui correspond mais code tres intéréssant.
merci pour la communauté prt.
voici le code:
#property indicator_chart_window
#property indicator_buffers 6
#property indicator_color1 DeepSkyBlue
#property indicator_color2 LimeGreen
#property indicator_color3 LimeGreen
#property indicator_color4 Red
#property indicator_color5 Red
#property indicator_color6 Peru
#property indicator_style3 STYLE_DOT
#property indicator_style4 STYLE_DOT
#property indicator_style6 STYLE_DASH
#property indicator_width1 3
#property indicator_width2 2
#property indicator_width5 2
//
//
//
//
//
#import "dynamicZone.dll"
double dzBuyP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);
double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);
#import
//
//
//
//
//
extern int Length = 21;
extern int Price = 0;
extern bool ShowMiddleLine = true;
extern int DzLookBackBars = 35;
extern double DzStartBuyProbability1 = 0.10;
extern double DzStartBuyProbability2 = 0.25;
extern double DzStartSellProbability1 = 0.10;
extern double DzStartSellProbability2 = 0.25;
//
//
//
//
//
double MABuffer[];
double alpha[];
double prices[];
double bl1Buffer[];
double bl2Buffer[];
double sl1Buffer[];
double sl2Buffer[];
double zliBuffer[];
double stored[][7];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
SetIndexBuffer(0,MABuffer);
SetIndexBuffer(1,bl1Buffer);
SetIndexBuffer(2,bl2Buffer);
SetIndexBuffer(3,sl2Buffer);
SetIndexBuffer(4,sl1Buffer);
SetIndexBuffer(5,zliBuffer);
IndicatorShortName("Jurik filter simple ("+Length+")");
return(0);
}
int deinit() { return(0); }
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
double precision = Point*100.0;
int counted_bars=IndicatorCounted();
int i,r,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit = Bars-counted_bars;
if (ArrayRange(prices,0) != Bars) ArrayResize(prices,Bars);
//
//
//
//
//
for (i=limit, r=Bars-i-1; i>=0; i--,r++)
{
prices[r] = iMA(NULL,0,1,0,MODE_SMA,Price,i);
MABuffer[i] = iNoLagMa(alpha,prices,1,Length,i,r);
if (DzStartBuyProbability1 >0) bl1Buffer[i] = dzBuyP (MABuffer, DzStartBuyProbability1, DzLookBackBars, Bars, i, precision);
if (DzStartBuyProbability2 >0) bl2Buffer[i] = dzBuyP (MABuffer, DzStartBuyProbability2, DzLookBackBars, Bars, i, precision);
if (DzStartSellProbability1>0) sl1Buffer[i] = dzSellP(MABuffer, DzStartSellProbability1, DzLookBackBars, Bars, i, precision);
if (DzStartSellProbability2>0) sl2Buffer[i] = dzSellP(MABuffer, DzStartSellProbability2, DzLookBackBars, Bars, i, precision);
if (ShowMiddleLine) zliBuffer[i] = dzSellP(MABuffer, 0.5 , DzLookBackBars, Bars, i, precision);
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
#define Pi 3.1415926535
//
//
//
//
//
double values[][3];
#define _length 0
#define _len 1
#define _weight 2
//
//
//
//
//
double iNoLagMa(double &alpha[], double &price[], int forvalue, int length, int i, int r)
{
int forValue = forvalue-1;
if (length<3) return(price[r]);
//
//
//
//
//
if (ArrayRange(values,0)<(forValue+1) || values[forValue][_length] != length)
{
double Cycle = 4.0;
double Coeff = 3.0*Pi;
int Phase = length-1;
if (ArrayRange(values,0)<forValue+1) ArrayResize(values,forValue+1);
values[forValue][_length] = length;
values[forValue][_len] = length*4 + Phase;
values[forValue][_weight] = 0;
ArrayResize(alpha,values[forValue][_len]);
for (int k=0; k<values[forValue][_len]-1; k++)
{
if (k<=Phase-1)
double t = 1.0 * k/(Phase-1);
else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0);
double beta = MathCos(Pi*t);
double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;
alpha[k] = g * beta;
values[forValue][_weight] += alpha[k];
}
}
//
//
//
//
//
if (values[forValue][_weight]>0)
{
int len = values[forValue][_len];
double sum = 0;
for (k=0; k < len-1; k++) sum += alpha[k]*price[r-k];
return( sum / values[forValue][_weight]);
}
else return(0);
}